CME E-mini Russell 2000 Index Futures September 2018

Trading Metrics calculated at close of trading on 11-Jun-2018

Day Change Summary
	Previous	Current
	08-Jun-2018	11-Jun-2018	Change	Change %	Previous Week
Open	1,676.0	1,675.1	-0.9	-0.1%	1,653.9
High	1,678.8	1,683.9	5.1	0.3%	1,686.2
Low	1,665.7	1,671.7	6.0	0.4%	1,646.6
Close	1,676.4	1,681.7	5.3	0.3%	1,676.4
Range	13.1	12.2	-0.9	-6.9%	39.6
ATR	17.6	17.2	-0.4	-2.2%	0.0
Volume	194,204	280,659	86,455	44.5%	303,499

Daily Pivots for day following 11-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,715.7	1,710.9	1,688.4
R3	1,703.5	1,698.7	1,685.1
R2	1,691.3	1,691.3	1,683.9
R1	1,686.5	1,686.5	1,682.8	1,688.9
PP	1,679.1	1,679.1	1,679.1	1,680.3
S1	1,674.3	1,674.3	1,680.6	1,676.7
S2	1,666.9	1,666.9	1,679.5
S3	1,654.7	1,662.1	1,678.3
S4	1,642.5	1,649.9	1,675.0

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,788.5	1,772.1	1,698.2
R3	1,748.9	1,732.5	1,687.3
R2	1,709.3	1,709.3	1,683.7
R1	1,692.9	1,692.9	1,680.0	1,701.1
PP	1,669.7	1,669.7	1,669.7	1,673.9
S1	1,653.3	1,653.3	1,672.8	1,661.5
S2	1,630.1	1,630.1	1,669.1
S3	1,590.5	1,613.7	1,665.5
S4	1,550.9	1,574.1	1,654.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,686.2	1,656.3	29.9	1.8%	15.7	0.9%	85%	False	False	114,829
10	1,686.2	1,614.0	72.2	4.3%	17.9	1.1%	94%	False	False	58,547
20	1,686.2	1,596.6	89.6	5.3%	15.6	0.9%	95%	False	False	29,284
40	1,686.2	1,532.2	154.0	9.2%	17.5	1.0%	97%	False	False	14,652
60	1,686.2	1,488.2	198.0	11.8%	20.4	1.2%	98%	False	False	9,783

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.4
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,735.8
2.618	1,715.8
1.618	1,703.6
1.000	1,696.1
0.618	1,691.4
HIGH	1,683.9
0.618	1,679.2
0.500	1,677.8
0.382	1,676.4
LOW	1,671.7
0.618	1,664.2
1.000	1,659.5
1.618	1,652.0
2.618	1,639.8
4.250	1,619.9

Fisher Pivots for day following 11-Jun-2018
Pivot	1 day	3 day
R1	1,680.4	1,679.6
PP	1,679.1	1,677.5
S1	1,677.8	1,675.4

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These figures are updated between 7pm and 10pm EST after a trading day.

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